In over my head

For questions regarding the import, export and manipulation of data in EViews, including graphing and basic statistics.

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JoshCox
Posts: 2
Joined: Wed Mar 14, 2012 8:48 am

In over my head

Postby JoshCox » Wed Mar 14, 2012 9:11 am

Hi, I'm a student at university studying forecasting, and I am very much out of my depth when it comes to Eviews. Most of my fellow students had previously done a course in Eviews so I feel very much behind on the subject, as we have been given a coursework based on Eviews with little to no help from the lecturer.
I have looked at numerous help sections and guides to no avail.

Would anybody please be able to point me in the right direction with regards to the following techniques?
The coursework is accompanied by a 2500 word essay which I comfortable researching, it's just the Eviews!

I've been given monthly stock prices from 1960 to 2002:
1) How do I create a log return series?
2) How do I carry unit root tests?
3) How to estimate an AR(p) model, a pure MA(q) model and an ARMA(1,1) model?
4) Produce a forecast (using the last 12 observations).
5) Construct a 95% confidence interval for a two-step ahead forecast from the model.

Any help would be greatly appreciated!

Thanks

Josh

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: In over my head

Postby EViews Gareth » Wed Mar 14, 2012 9:25 am

Read through the first three chapters of EViews Illustrated:
http://eviews.com/illustrated/illustrated.html

JoshCox
Posts: 2
Joined: Wed Mar 14, 2012 8:48 am

Re: In over my head

Postby JoshCox » Wed Mar 14, 2012 11:26 am

Thanks for your reply, I've read through the chapters and it is certainly helped me to grasp some of the basics. However I still wouldn't even know where to start with regards to my initial inquires. Would you be able to help me out with the steps?


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